+2,465.3%
FISV vs DLTR
+10,500.9%
-8,035.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.5% |
| 7D | -7.2% | -9.4% | +2.2% | -5.3% |
| 30D | -7.2% | -7.3% | +0.2% | -5.8% |
| 3M | -8.2% | +7.6% | -15.7% | -9.7% |
| 6M | -17.7% | +1.6% | -19.3% | -18.6% |
| YTD | -27.2% | -3.5% | -23.6% | -27.4% |
| 1Y | -63.0% | +20.0% | -83.0% | -64.7% |
| 3Y | -59.8% | +2.3% | -62.0% | -61.8% |
| 5Y | -55.8% | +31.5% | -87.3% | -61.4% |
| 10Y | -2.4% | +45.4% | -47.8% | -19.9% |
| All | +2,465.3% | +10,500.9% | -8,035.6% | +849.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DLTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling